I got about a dozen old keyboards to take apart. I did and as you know a key board has about three or four little green lights in it. So I rigged em up to a couple AA batteries and they glow! I was given a suggestion awhile ago about putting the lights in a lego town. Haven't yet but.........

well you can buy those little lights at radio shack, plus all the stuff to make them work.
That was going to be another alternative.. but as David pointed out.. I am not going to drill lego. but if I were .....

I've used the smaller lights in Mos Eisley Cantina and didn't experience any damage at all to the bricks during the time I had to take the pics. No mods were done to the bricks but I had to splice the wires to get them inserted into the holes for the tables.